Fortunately, as we show in Section , there is a simple imprecise prediction probability that can achieve both strong and weak prediction validity. Specifically, we argue that, if the “p-value” or “transducer” that results from the conformal prediction procedure [1]}, [2]}, [3]}, is converted into a consonant plausibility function, then strong and weak prediction validity hold. Thus, the present paper ties together two seemingly distinct threads in Glenn Shafer's distinguished research career, namely, imprecise probability/plausibility functions and conformal prediction. This also shows that this stronger notion of prediction validity requires no new technical machinery, only a reinterpretation of the conformal transducer as a plausibility contour and adoption of the (consonant) plausibility or possibility calculus for uncertainty quantification. Further desirable consequences of this new perspective on conformal prediction are that it is coherent in the sense of [4]} and [5]}, and that it can be readily combined with a loss/utility function, as discussed in [6]}, for formal decision-making.
